A proxy server is an intermediary computer that is between the user's computer and the Internet. It can be
used to log Internet usage and also to block access to a web site.
The firewall at the proxy server blocks some web sites or web pages for various reasons.
As a result, you may be unable to download Java Runtime Environment (JRE) or to run some Java applets.
"Where a high level of security of required, a proxy Web server may be used to provide a gateway between a local area network and the Internet. The local network is protected by firewall software installed on the proxy server. This software enables the proxy server to keep the two worlds separate. All outward HTTP requests from the local network pass through the proxy server and similarly all information retrieved comes back in via the proxy server and is then passed back to the client."
